If your talking about changing your home router then ASUS and Linksys do decent routers DD-WRT compatible routers for around £100 that you can flash DD-WRT firmware into, then create your own custom firewall rules using the interface or IPtables. It's a NAT based firewall. If your after something that does packet inspection then might be best to look at ebay for secondhand Cisco enterprise kit.
I use a Linksys DD-WRT router in this way. Also allows VPN via OpenVPN with policy based routing so you can specify what internal IP's go over VPN and what don't and you can plug in a USB hard disk and have a independent, always on internal NAS.
I use a Linksys DD-WRT router in this way. Also allows VPN via OpenVPN with policy based routing so you can specify what internal IP's go over VPN and what don't and you can plug in a USB hard disk and have a independent, always on internal NAS.